I have never been to a club that primarily plays bachata. Clubs that play Latin music normally have a mix of merengue, salsa, bachata, and reggaeton to appeal to different tastes and mix up the dancing.
To answer your question, I like to go to Atarazana 9 on Atarazana in the Colonial Zone (right next to the Plaza Espa?a); crowd arrives around 10:30pm and it gets pretty packed. It's a very spacious two-tier club, lots of fun.